RMDFX vs. GAFYX
Compare and contrast key facts about Aspiriant Defensive Allocation Fund (RMDFX) and AlphaSimplex Global Alternatives Fund (GAFYX).
RMDFX is managed by Aspiriant. It was launched on Dec 13, 2015. GAFYX is managed by Natixis. It was launched on Sep 29, 2008.
Performance
RMDFX vs. GAFYX - Performance Comparison
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RMDFX vs. GAFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMDFX Aspiriant Defensive Allocation Fund | 2.53% | 18.85% | 1.45% | 8.01% | -6.84% | 4.20% | 5.10% | 11.50% | -4.89% | 9.41% |
GAFYX AlphaSimplex Global Alternatives Fund | 0.17% | 6.68% | 9.66% | 3.77% | -0.49% | 1.29% | -2.12% | 10.49% | -6.21% | 11.12% |
Returns By Period
In the year-to-date period, RMDFX achieves a 2.53% return, which is significantly higher than GAFYX's 0.17% return. Over the past 10 years, RMDFX has outperformed GAFYX with an annualized return of 4.91%, while GAFYX has yielded a comparatively lower 3.75% annualized return.
RMDFX
- 1D
- 0.25%
- 1M
- -3.79%
- YTD
- 2.53%
- 6M
- 7.56%
- 1Y
- 17.15%
- 3Y*
- 9.46%
- 5Y*
- 5.23%
- 10Y*
- 4.91%
GAFYX
- 1D
- -0.09%
- 1M
- -5.19%
- YTD
- 0.17%
- 6M
- 0.96%
- 1Y
- 6.96%
- 3Y*
- 6.24%
- 5Y*
- 4.43%
- 10Y*
- 3.75%
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RMDFX vs. GAFYX - Expense Ratio Comparison
RMDFX has a 0.18% expense ratio, which is lower than GAFYX's 1.24% expense ratio.
Return for Risk
RMDFX vs. GAFYX — Risk / Return Rank
RMDFX
GAFYX
RMDFX vs. GAFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aspiriant Defensive Allocation Fund (RMDFX) and AlphaSimplex Global Alternatives Fund (GAFYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| RMDFX | GAFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.47 | 0.84 | +2.62 |
Sortino ratioReturn per unit of downside risk | 4.74 | 1.14 | +3.60 |
Omega ratioGain probability vs. loss probability | 1.75 | 1.17 | +0.58 |
Calmar ratioReturn relative to maximum drawdown | 4.07 | 0.90 | +3.17 |
Martin ratioReturn relative to average drawdown | 17.19 | 3.86 | +13.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RMDFX | GAFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.47 | 0.84 | +2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.63 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.57 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.47 | +0.31 |
Correlation
The correlation between RMDFX and GAFYX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RMDFX vs. GAFYX - Dividend Comparison
RMDFX's dividend yield for the trailing twelve months is around 4.52%, while GAFYX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMDFX Aspiriant Defensive Allocation Fund | 4.52% | 4.63% | 0.00% | 3.69% | 0.78% | 5.37% | 2.28% | 3.78% | 4.11% | 2.16% | 1.16% | 0.00% |
GAFYX AlphaSimplex Global Alternatives Fund | 0.00% | 0.00% | 0.00% | 5.24% | 9.57% | 0.00% | 2.57% | 1.16% | 1.37% | 0.74% | 0.00% | 3.53% |
Drawdowns
RMDFX vs. GAFYX - Drawdown Comparison
The maximum RMDFX drawdown since its inception was -15.96%, smaller than the maximum GAFYX drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for RMDFX and GAFYX.
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Drawdown Indicators
| RMDFX | GAFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.96% | -19.49% | +3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.19% | -6.74% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -14.63% | -9.74% | -4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -15.96% | -13.26% | -2.70% |
Current DrawdownCurrent decline from peak | -3.79% | -5.19% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -4.67% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.58% | -0.59% |
Volatility
RMDFX vs. GAFYX - Volatility Comparison
The current volatility for Aspiriant Defensive Allocation Fund (RMDFX) is 1.99%, while AlphaSimplex Global Alternatives Fund (GAFYX) has a volatility of 2.94%. This indicates that RMDFX experiences smaller price fluctuations and is considered to be less risky than GAFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMDFX | GAFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 2.94% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 5.88% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.01% | 8.34% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.34% | 7.05% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.20% | 6.66% | -0.46% |